-29.4%
AFRM vs HBM
+229.9%
-259.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -4.1% |
| 7D | -7.5% | +5.0% | -12.6% | -9.6% |
| 30D | -15.7% | -12.7% | -3.0% | -10.7% |
| 3M | -9.6% | -17.4% | +7.8% | -2.9% |
| 6M | +6.3% | -8.9% | +15.1% | +6.3% |
| YTD | -8.6% | +14.9% | -23.5% | -22.0% |
| 1Y | -7.6% | +41.4% | -49.0% | -29.0% |
| 3Y | +173.7% | +462.1% | -288.5% | -1.8% |
| 5Y | -56.9% | +224.0% | -280.9% | -80.2% |
| All | -29.4% | +229.9% | -259.3% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling